I just went into my local Vodafone store - I was going to get one of their £39 prepay HSDPA dongles, as it's usable abroad for £10-a-day (ie less than hotel WiFi in some places), albeit with a 50MB daily cap.
Hopefully I'll have other alternatives next week while in Barcelona, but I thought that as a backup, that was a pretty good option - especially as it should also work in the US, where I'll be in 3 weeks' time. My usual mobile broadband provider, 3 UK, is great when used "on net" on other 3 networks in Sweden, Hong Kong etc (it's free, no roaming charges), but reverts to £3 per MB elsewhere - like Spain and the US.
Unfortunately, the shop had none in stock. They've sold 6 today - on a mix of prepay and postpay deals - especially to students at the various universities and colleges nearby. I asked the manager about embedded laptops (they sell Dell Mini 9's), and he said that although they sell a few a week, the overwhelming majority of customers are going for dongles.